| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 2,000,000 | 173,100,000 | 18.29% | Put | |
| 2 | CHARTER COMM | 332,900 | 95,849,000 | 10.13% | Call | |
| 3 | SPDR SERIES TRUST | 1,600,000 | 66,272,000 | 7.00% | Put | |
| 4 | CABELAS INC | 1,105,853 | 64,748,000 | 6.84% | ||
| 5 | ALLERGAN PLC | 193,100 | 40,553,000 | 4.28% | Call | |
| 6 | REYNOLDS AMERICAN INC | 667,610 | 37,413,000 | 3.95% | ||
| 7 | DISH NETWORK A | 600,100 | 34,764,000 | 3.67% | ||
| 8 | DISH NETWORK A | 600,000 | 34,758,000 | 3.67% | Call | |
| 9 | ADIENT PLC | 566,000 | 33,168,000 | 3.50% | ||
| 10 | MENTOR GRAPHICS CORP | 864,341 | 31,886,000 | 3.37% | ||
| 11 | TIME WARNER INC | 303,064 | 29,255,000 | 3.09% | ||
| 12 | LIBERTY GLOBAL PLC | 955,130 | 29,217,000 | 3.09% | ||
| 13 | ISHARES TR | 204,800 | 27,617,000 | 2.92% | Put | |
| 14 | WHITEWAVE FOODS | 483,352 | 26,874,000 | 2.84% | ||
| 15 | FREEPORT-MCMORAN INC | 2,000,000 | 26,380,000 | 2.79% | Call | |
| 16 | INTEROIL CORP | 467,723 | 22,254,000 | 2.35% | ||
| 17 | LEVEL 3 COMM | 354,560 | 19,983,000 | 2.11% | ||
| 18 | CHARTER COMM | 68,794 | 19,807,000 | 2.09% | ||
| 19 | NXP SEMICONDUCTORS N V | 200,000 | 19,602,000 | 2.07% | ||
| 20 | LIBERTY GLOBAL PLC | 624,500 | 19,103,000 | 2.02% | Put | |
| 21 | SPECTRA ENERGY CORP | 357,958 | 14,708,000 | 1.55% | ||
| 22 | REYNOLDS AMERICAN INC | 213,800 | 11,981,000 | 1.27% | Call | |
| 23 | WILLIAMS COS INC DEL | 380,200 | 11,839,000 | 1.25% | Call | |
| 24 | JOHNSON CTLS INTL PLC | 257,600 | 10,611,000 | 1.12% | Call | |
| 25 | TERRAFORM GLOBAL INC CL A | 2,636,300 | 10,413,000 | 1.10% | ||
| 26 | VIACOM CLASS B | 285,000 | 10,004,000 | 1.06% | ||
| 27 | TIME WARNER INC | 100,000 | 9,653,000 | 1.02% | Put | |
| 28 | ENDURANCE SPECIALTY | 100,000 | 9,240,000 | 0.98% | ||
| 29 | PRIVATEBANCORP INC | 50,000 | 2,710,000 | 0.29% | ||
| 30 | ANALOG DEVICES INC | 37,136 | 2,697,000 | 0.28% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-17-005574, filed 2017.02.10).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
